The HPFENGINE Procedure
The CONTROL statement lists the numeric variables in the DATA= data set whose accumulated values are used as input in the forecasting process. The future values of the control variables in the forecast statement are determined by the EXTEND= option. Only input values used in a CONTROL statement are adjustable in the score evaluation subroutine HPFSCSUB.
The following options can be used with the CONTROL statement:
-
ACCUMULATE=option
specifies how the data set observations are accumulated within each time period for the variables listed in the CONTROL statement. If the ACCUMULATE= option is not specified in the CONTROL statement, accumulation is determined by the ACCUMULATE= option of the ID statement. See the ID statement ACCUMULATE= option for more details.
-
EXTEND=option
-
specifies how future values of the control variables are set. The following options are provided:
- NONE
Future values are set to missing.
- AVERAGE
Future values are set to the mean of the values in the fit range. This is the default.
- FIRST
Future values are set to the first value found in the fit range.
- LAST
Future values are set to the last value found in the fit range.
- MINIMUM
Future values are set to the minimum of the values in the fit range.
- MAXIMUM
Future values are set to the maximum of the values in the fit range.
- MEDIAN
Future values are set to the median of the values in the fit range.
- STOCHASTIC
Future values are forecast using the best suited exponential smoothing model. See STOCHASTIC statement for details.
-
REPLACEMISSING
specifies that embedded missing actual values over the fit range be replaced with values obtained by applying the method specified in the EXTEND= option. For EXTEND=STOCHASTIC, the replacement values are the one-step-ahead forecasts obtained over the fit range.
-
SETMISSING=option | number
specifies how missing values (either actual or accumulated) are assigned in the accumulated time series for variables listed in the CONTROL statement. If the SETMISSING= option is not specified in the CONTROL statement, missing values are set based on the SETMISSING= option of the ID statement. See the ID statement SETMISSING= option for more details.
-
TRIMMISS=option
-
specifies how missing values (either actual or accumulated) are trimmed from the accumulated time series for variables listed in the CONTROL statement.
If the TRIMMISS= option is not specified in the CONTROL statement, missing values are set based on the TRIMMISS= option of the ID statement. See the ID statement TRIMMISS= option for more details.
-
ZEROMISS=option
specifies how beginning and/or ending zero values (either actual or accumulated) are interpreted in the accumulated time series for variables listed in the CONTROL statement. If the ZEROMISS= option is not specified in the CONTROL statement, missing values are set based on the ZEROMISS= option of the ID statement. See the ID statement ZEROMISS= option for more details.
Last updated: March 05, 2026